Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.09% | 10.55 CHF | 10.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'054'130 CHF | 1'055'130 CHF | 100.00% | 100.00% |
07.05.2024 | 0.10% | 10.45 CHF | 10.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'030'400 CHF | 1'031'400 CHF | 100.00% | 100.00% |
06.05.2024 | 0.10% | 10.13 CHF | 10.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'009'430 CHF | 1'010'430 CHF | 100.00% | 100.00% |
03.05.2024 | 0.10% | 9.91 CHF | 9.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 992'759 CHF | 993'759 CHF | 97.43% | 97.43% |
02.05.2024 | 0.10% | 9.85 CHF | 9.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 985'943 CHF | 986'943 CHF | 99.44% | 99.44% |
30.04.2024 | 0.10% | 9.97 CHF | 9.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'014'530 CHF | 1'015'530 CHF | 99.21% | 99.21% |
29.04.2024 | 0.10% | 10.24 CHF | 10.25 CHF | 100'000 | 100'000 | 164'471 | 164'471 | 1'700'060 CHF | 1'701'710 CHF | 99.99% | 99.99% |
26.04.2024 | 0.10% | 10.36 CHF | 10.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'049'950 CHF | 2'051'950 CHF | 95.38% | 95.38% |
25.04.2024 | 0.10% | 10.02 CHF | 10.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'013'070 CHF | 2'015'070 CHF | 96.32% | 96.32% |
24.04.2024 | 0.10% | 10.22 CHF | 10.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'078'570 CHF | 2'080'570 CHF | 97.60% | 97.60% |